+108.4%
FSLR vs TTWO
+41.7%
+66.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.4% |
| 7D | -0.1% | +1.3% | -1.4% | -0.4% |
| 30D | -14.0% | -13.4% | -0.6% | -11.3% |
| 3M | -16.9% | +3.1% | -20.0% | -17.7% |
| 6M | +4.7% | +3.8% | +1.0% | +2.9% |
| YTD | -20.7% | -15.3% | -5.4% | -18.3% |
| 1Y | +1.7% | -11.1% | +12.8% | +3.3% |
| 3Y | +13.1% | +52.0% | -38.9% | -2.7% |
| 5Y | +108.4% | +40.9% | +67.5% | +65.3% |
| All | +108.4% | +41.7% | +66.7% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TTWO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling